+655.9%
STM vs XLRE
+89.0%
+566.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +0.8% |
| 7D | -1.4% | -1.2% | -0.2% | -0.5% |
| 30D | -4.9% | -2.4% | -2.5% | -3.2% |
| 3M | -34.0% | -2.5% | -31.5% | -33.4% |
| 6M | +51.8% | +4.0% | +47.9% | +45.3% |
| YTD | +99.4% | +9.3% | +90.1% | +82.9% |
| 1Y | +99.1% | +5.6% | +93.5% | +87.8% |
| 3Y | +19.5% | +31.3% | -11.8% | -6.1% |
| 5Y | +19.5% | +9.5% | +9.9% | +8.8% |
| All | +655.9% | +89.0% | +566.8% | +403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling